Pricing Options Using Lattice Rules (Q3518776)

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Pricing Options Using Lattice Rules
scientific article

    Statements

    title
    Pricing Options Using Lattice Rules (English)
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    author
    Phelim P. Boyle
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    Yongzeng Lai
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    Ken Seng Tan
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    publication date
    12 August 2008
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65C30
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    65C05
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    zbMATH DE Number
    5310576
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